+102.7%
RIO vs Z
-37.5%
+140.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +1.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.2% |
| 30D | +5.0% | -3.7% | +8.7% | +5.2% |
| 3M | +5.1% | -7.0% | +12.1% | +5.6% |
| 6M | +17.6% | -29.5% | +47.1% | +21.6% |
| YTD | +36.3% | -52.6% | +88.9% | +47.0% |
| 1Y | +71.2% | -64.0% | +135.2% | +91.1% |
| 3Y | +102.7% | -36.4% | +139.1% | +110.4% |
| All | +102.7% | -37.5% | +140.2% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling